Chopped/Diced Most budgie prefer small pieces of food, so they're bite sized and easier to eat. Try cutting up some small pieces of carrots, or bell peppers.
Large I know only a few budgies who like eating fruits and vegetables in large pieces. But carrot tops are often large, but my budgie loves nibbling on the edges. Most juicy fruits like apple, are easier for budgie to bite into and thus easier to eat
Boiled to softness When I have some fresh vegetables lying around in my fridge, and no one to eat them, I boil some water in a pan and toss them in, until they're soft. Then I take it off heat and cool them under some cold water. I have a mix of sizes in this mix, I have a large brocolii head, diced carrots, stripped bell peppers (ect)
Steamed This is probably one of my newest budgie way of eating, but it works for me! Try steaming apples cut in halves, using a boiling strainer over some water. It gets nice and soft, and my budgie perches himself on these and nibbles all around the edges.
Well that's all, Hope it helps, and keep trying to convert those budgies! PS. Try bananas rolled in seeds or a softened apple sprinkled in crumbled millet.